Related papers: Convergence Rate for the Ordered Upwind Method
The quasi-potential is a key function in the Large Deviation Theory. It characterizes the difficulty of the escape from the neighborhood of an attractor of a stochastic non-gradient dynamical system due to the influence of small white…
High-order reconstruction schemes for the solution of hyperbolic conservation laws in orthogonal curvilinear coordinates are revised in the finite volume approach. The formulation employs a piecewise polynomial approximation to the…
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…
An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Lipschitz continuous. In this framework, solutions are defined…
A general method for constructing high order upwind schemes for multidimensional magnetohydrodynamics (MHD), having as a main built-in condition the divergence-free constraint $\divb=0$ for the magnetic field vector $\bb$, is proposed. The…
This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…
Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…
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A local convergence rate is established for an orthogonal collocation method based on Radau quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…
We propose a new analysis of convergence for a $k$th order ($k\ge 1$) finite element method, which is applied on Bakhvalov-type meshes to a singularly perturbed two-point boundary value problem. A novel interpolant is introduced, which has…
Let $u^\varepsilon$ and $u$ be viscosity solutions of the oscillatory Hamilton-Jacobi equation and its corresponding effective equation. Given bounded, Lipschitz initial data, we present a simple proof to obtain the optimal rate of…
We study the rate of convergence in periodic homogenization for convex Hamilton--Jacobi equations with multiscales, where the Hamiltonian $H=H(x, y, p): \mathbb{R}^n \times \mathbb{T}^n \times \mathbb{R}^n \to \mathbb{R }$ depends on both…
We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…
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We prove that the bundle method for nonsmooth optimization achieves solution accuracy $\varepsilon$ in at most $\mathcal{O}\big(\ln(1/\varepsilon)/\varepsilon\big)$ iterations, if the function is strongly convex. The result is true for the…
The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…
We show that the rate of convergence of solutions of finite-difference approximations for uniformly elliptic Bellman's equations is of order at least $h^{2/3}$, where $h$ is the mesh size. The equations are considered in smooth bounded…
We deal with the virtual element method (VEM) for solving the Poisson equation on a domain $\Omega$ with curved boundaries. Given a polygonal approximation $\Omega_h$ of the domain $\Omega$, the standard order $m$ VEM [6], for $m$…
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